I'm pretty sure almost everyone has tried the trick of putting an alias of your hard drive(s) in the dock. However, this thread on the MacFixIt boards has a great tip from 'johnq' for putting one icon with all your drives (including removables) into just one dock icon. The process basically involves creating a symbolic link (from the terminal) to your /Volumes folder, and then making an alias of that symbolic link so that you can use a customized icon in the dock.

I heard this from the venerable John C. Welch on last week's YourMacLife show. Use the Finder's 'Go to Folder...' command under the Go menu. Type in /Volumes. Hit Enter. It should open a 'Volumes' window with your mounted drives. Select Column View for that window. Drag/alias the 'Volumes' folder to your dock. (This folder is normally invisible to the Finder)

This works great in 10.1.5. Hopefully this will still work in 10.2 (now about 5 days away)